+1,389.0%
ENB vs CBRE
+2,234.5%
-845.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.2% | -2.0% | +1.8% | +0.1% |
| 30D | -2.2% | -2.2% | 0.0% | -2.0% |
| 3M | -10.5% | +12.9% | -23.4% | -12.5% |
| 6M | -5.1% | +4.3% | -9.4% | -6.2% |
| YTD | +9.0% | -8.0% | +17.0% | +9.5% |
| 1Y | +8.2% | -8.6% | +16.8% | +8.7% |
| 3Y | +67.8% | +71.9% | -4.1% | +49.7% |
| 5Y | +69.4% | +50.0% | +19.4% | +53.2% |
| 10Y | +117.5% | +390.1% | -272.5% | +61.4% |
| All | +1,389.0% | +2,234.5% | -845.5% | +714.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling